I have an ASA 5540, and im testing the logginng.
When I telnet (port 23) my internal interface, the log shows me that the connection was denied. All rigth.
But, when I telnet with another port, for example 5858, the log doesn't show me anything.
Is this a normal behavior?
Yes you are absolutely correct. The 710005 messages will only be seen if you are logging at the "debugging" (7) level. Your ASDM logging is set to the "informational" (6) level. You'll need to issue the following command:
ASA(config)# logging asdm debugging
Give that a try and let me know if it works.